Does WAF Support Two-Way SSL Authentication?

No. You can configure a one-way SSL certificate on WAF.

If you set Client Protocol to HTTPS when adding a website to WAF, you will be required to upload a certificate and use it for your website.

You are advised to use an ELB load balancer and dedicated WAF instances and then configure two-way authentication on the load balancer. The procedure is as follows:
  1. Applying for a Dedicated WAF Instance.
  2. Connect your website to WAF and configure ELB. For details, see Connection Process (Dedicated Mode).
  3. Configure two-way authentication on the ELB.